+54.6%
XLE vs DOCS
+9.5%
+45.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +11.8% | +21.8% | -10.0% | +10.9% |
| 3M | +9.8% | +27.3% | -17.5% | +8.7% |
| 6M | +15.6% | -0.3% | +15.9% | +15.3% |
| YTD | +45.3% | -40.5% | +85.7% | +48.5% |
| 1Y | +48.3% | -61.5% | +109.9% | +55.5% |
| All | +54.6% | +9.5% | +45.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling